JPYUSD=X vs. SOYB
JPYUSD=X (JPY/USD) is a currency, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, JPYUSD=X returned -4.05%/yr vs 1.20%/yr for SOYB. At a 0.04 correlation, their price movements are largely independent.
Performance
JPYUSD=X vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, JPYUSD=X achieves a -2.23% return, which is significantly lower than SOYB's 10.38% return. Over the past 10 years, JPYUSD=X has underperformed SOYB with an annualized return of -4.05%, while SOYB has yielded a comparatively higher 1.20% annualized return.
JPYUSD=X
- 1D
- -0.18%
- 1M
- -1.52%
- YTD
- -2.23%
- 6M
- -2.74%
- 1Y
- -10.40%
- 3Y*
- -4.35%
- 5Y*
- -7.30%
- 10Y*
- -4.05%
SOYB
- 1D
- 0.04%
- 1M
- -4.85%
- YTD
- 10.38%
- 6M
- 7.15%
- 1Y
- 11.25%
- 3Y*
- -2.26%
- 5Y*
- -0.20%
- 10Y*
- 1.20%
JPYUSD=X vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPYUSD=X JPY/USD | -2.23% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
SOYB Teucrium Soybean Fund | 10.38% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
Correlation
The correlation between JPYUSD=X and SOYB is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.04 |
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Return for Risk
JPYUSD=X vs. SOYB — Risk / Return Rank
JPYUSD=X
SOYB
JPYUSD=X vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and Teucrium Soybean Fund (SOYB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPYUSD=X | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.16 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.29 | -2.08 |
| Martin ratioReturn relative to average drawdown | -1.16 | 3.08 | -4.25 |
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Drawdowns
JPYUSD=X vs. SOYB - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -52.96%, roughly equal to the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and SOYB.
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Drawdown Indicators
| JPYUSD=X | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.96% | -53.76% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -8.78% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.63% | -31.01% | +16.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -31.01% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -37.52% | -0.69% |
Current DrawdownCurrent decline from peak | -52.52% | -17.67% | -34.85% |
Average DrawdownAverage peak-to-trough decline | -26.91% | -25.74% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 3.66% | +2.49% |
Volatility
JPYUSD=X vs. SOYB - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while Teucrium Soybean Fund (SOYB) has a volatility of 3.94%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPYUSD=X | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 3.94% | -3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.49% | 9.03% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.51% | 13.16% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.56% | 17.98% | -8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.89% | 16.96% | -8.07% |
Frequently Asked Questions
JPYUSD=X and SOYB have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOYB has higher volatility (3.94%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs SOYB's -53.76%.
SOYB currently has the higher Sharpe Ratio (0.86 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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